Thanks David

However, I tried your trick on val.surv with newdata=test['age'] but still didn't work. 
Still gives the same error message:

Error in val.surv(f.1, newdata = test1["age"], u = 10) : 
  dims [product 1797] do not match the length of object [2496]
In addition: Warning message:
In est.surv + S[, 1] :
  longer object length is not a multiple of shorter object length


Salvo



________________________________
From: David Winsemius <dwinsemius@comcast.net>

Cc: "r-help@R-project.org" <r-help@r-project.org>
Sent: Sunday, August 21, 2011 12:55 AM
Subject: Re: [R] val.surv


On Aug 20, 2011, at 3:32 PM, Salvo Mac wrote:

>  Dear R-users,
> 
> I  have two questions regarding validation and calibration of Survival regression models.
> 
> 1.  I am trying to calibrate and validate a cox model using val.surv.
> here is my code:
>  f.1<-cph(Surv(time,event)~age, x=T, y=T, data=train)
>  test1<-test[,"age"]
>  val.surv(f.1, newdata=data.frame(test1), u=10)
> 
>  but I get an error message:
> 
>  Error in val.surv(f.1, newdata = data.frame(testi), u = 10) :
>   dims [product 1797] do not match the length of object [2496]
>  In addition: Warning message:
> In est.surv + S[, 1] :
>   longer object length is not a multiple of shorter object length
> 
>  I ran the example in the r-documentation but couldn't extract  dxy from result.
> 
>  What am I doing wrong?

The fundamental thing you are doing wrong for q1  is failing to unambiguously describe the test object. I would think that if test were a dataframe then wrapping data.frame around a vector might not get it named correctly as 'age'. You might try newdata= test['age']. Just a guess.

> 
>  2.  In validate and calibrate cph functions. If it is frailty fit, does the the bootstrap resample clusters or just individuals

The code above appears to be dependent on the rms package. The frailty function is part of the underlying survival package and I do not see it mentioned in the index for Harrell's RMS text. You will probably need to wait until Frank comes across this. He is generally very good about correction my errors and knowledge gaps.

> 

--
David Winsemius, MD
West Hartford, CT
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